Related papers: Efficient and Exact Multimarginal Optimal Transpor…
Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…
We investigate in this work a versatile convex framework for multiple image segmentation, relying on the regularized optimal mass transport theory. In this setting, several transport cost functions are considered and used to match…
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
We introduce Hierarchical Jump multi-marginal transport (HJMOT), a generalization of multi-marginal optimal transport where mass can "jump" over intermediate spaces via augmented isolated points. Established on Polish spaces, the framework…
Monotone gradient functions play a central role in solving the Monge formulation of the optimal transport (OT) problem, which arises in modern applications ranging from fluid dynamics to robot swarm control. When the transport cost is the…
We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under the assumption that a given collection of the marginals are absolutely continuous with…
We explore the structure of solutions to a family of non-linear martingale optimal transport (MOT) problems that involve conditional expectations in the objective functional. En route general results concerning optimization over…
We study the inverse optimal transport problem of recovering the ground cost from an optimal transport plan. In discrete settings, this problem reduces to inverse linear programming and is intrinsically ill-posed, exhibiting…
We study the problem of estimating latent population flows from aggregated count data. This problem arises when individual trajectories are not available due to privacy issues or measurement fidelity. Instead, the aggregated observations…
Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…
We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…
We consider the strictly correlated electron (SCE) limit of the fermionic quantum many-body problem in the second-quantized formalism. This limit gives rise to a multi-marginal optimal transport (MMOT) problem. Here the marginal state space…
Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT)…
We consider a class of stochastic optimal transport, SOT for short, with given two endpoint marginals in the case where a cost function exhibits at most quadratic growth. We first study the upper and lower estimates, the short--time…
Martingale optimal transport (MOT) often yields broad price bounds for options, constraining their practical applicability. In this study, we extend MOT by incorporating causality constraints among assets, inspired by the nonanticipativity…
Mini-batch optimal transport (m-OT) has been successfully used in practical applications that involve probability measures with a very high number of supports. The m-OT solves several smaller optimal transport problems and then returns the…
Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…
The performance of multimodal mobility systems relies on the seamless integration of conventional mass transit services and the advent of Mobility-on-Demand (MoD) services. Prior work is limited to individually improving various transport…
We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…
We study the quadratically regularized optimal transport (QOT) problem for quadratic cost and compactly supported marginals $\mu$ and $\nu$. It has been empirically observed that the optimal coupling $\pi_\epsilon$ for the QOT problem has…